Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.557 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47552.76 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46157.79 Kr¶

PnL: ---------------------------------------> -730.78 Kr¶

DD now: ---------------------------------> -2.215 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 10:54:57.370723'

Anic Portfolio¶

Today¶

Return: -0.832 %¶

This Week¶

Return: -0.752 %¶

Total¶

Return: 55.676 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
Beijer Electronics Group 26 -0.840000 3068.000000 97.000000 3.260000 2971.000006
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.770000 3433.600000 56.600000 1.680000 3377.000000
Boozt 12 0.070000 1698.000000 44.000000 2.660000 1653.999996
AcadeMedia 12 -1.780000 596.400000 39.400000 7.070000 557.000004
MedCap 2 -0.220000 455.000000 34.000000 8.080000 421.000000
Corem Property Group B 59 -1.900000 610.650000 33.650000 5.830000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.610000 388.500000 33.500000 9.440000 355.000000
Resurs Holding 22 -0.650000 605.440000 31.440000 5.480000 573.999998
HMS Networks 2 -2.590000 692.400000 19.400000 2.880000 673.000000
Securitas B 6 -0.430000 586.080000 16.080000 2.820000 570.000000
Swedbank A 3 -0.700000 577.050000 13.050000 2.310000 564.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
OEM International B 7 0.000000 539.000000 11.000000 2.080000 527.999997
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Coor Service Management Hold. 8 -0.220000 540.800000 8.800000 1.650000 532.000000
Intrum 4 -1.760000 535.800000 8.800000 1.670000 527.000000
Karnov Group 9 -0.500000 540.000000 4.000000 0.750000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.640000 565.950000 3.950000 0.700000 562.000005
Samhällsbyggnadsbo. i Norden D 12 -0.480000 249.120000 3.120000 1.270000 246.000000
Nordea Bank Abp 29 -0.030000 3453.320000 -0.680000 -0.020000 3453.999992
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 -0.870000 543.000000 -3.000000 -0.550000 546.000000
Essity B 2 -0.180000 559.600000 -14.400000 -2.510000 574.000000
Midsona B 63 -0.990000 568.260000 -14.740000 -2.530000 582.999984
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
CTEK 13 -2.260000 505.700000 -28.300000 -5.300000 533.999999
International Petroleum Corp. 5 -1.080000 552.000000 -42.570000 -7.160000 594.565215
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -0.920000 3773.000000 -77.000000 -2.000000 3850.000000
Axfood 13 0.730000 3608.800000 -147.200000 -3.920000 3756.000001
Fasadgruppen Group 35 1.370000 3626.000000 -185.000000 -4.850000 3810.999990
OX2 18 -2.240000 1415.700000 -248.300000 -14.920000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 46157.790000 -730.780000 -2.21495% 46888.564618

Updated:¶

'2023-01-25 10:55:10.068509'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶